Helmut Lütkepohl has held professorial positions at Universität Hamburg, the Christian-Albrechts-Universität zu Kiel, Germany, the Humboldt-Universität zu Berlin, the European University Institute, Florence, and the Freie Universität Berlin. He has served as Dean of the Graduate Center of the Deutsches Institut für Wirtschaftsforschung, Berlin. He has published professional articles in Econometrica, the Journal of Econometrics, the Journal of Business and Economic Statistics, Econometric Theory, and the Journal of Applied Econometrics. He has also served as associate editor of the Journal of Econometrics, Econometric Theory, Macroeconomic Dynamics, the Journal of Applied Econometrics, and Econometric Reviews. He is the author of New Introduction to Multiple Time Series Analysis (2010).
8 Ebooks de Helmut Lutkepohl
Helmut Lutkepohl: New Introduction to Multiple Time Series Analysis
This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting multiple time series. The models covered include vector autoregressive, coin …
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€141.46
Helmut Lutkepohl: Forecasting Aggregated Vector ARMA Processes
This study is concerned with forecasting time series variables and the impact of the level of aggregation on the efficiency of the forecasts. Since temporally and contemporaneously disaggregated data …
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€57.81
Helmut Lutkepohl & Jurgen Wolters: Money Demand in Europe
In 1999 a number of member states of the European Union will adopt a common currency. This change in the monetary system requires that a Eur- opean Central Bank is set up and a common monetary policy …
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€165.97
